← Back to Screener
updated 10:34:25 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~16d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.61%
30d Period Avg−2.51%
LONG BloFin · now
+5.45%
30d avg:+9.52%
SHORT Toobit · nowCATI-SWAP-USDT
+11.06%
30d avg:+7.01%
Entry Spread Now
−0.042%
Eaten by executionL 0.04799 · S 0.04797−$4.17 if it converges
24h range −1.06%…+0.62% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$44.60
−0.45%
$Avg Daily PnL
−$0.66
−0.0066%
★Best Day
+$1.44
Aug 8
◎Open Interest
BloFin$241.6K
Toobit$76.2K⚡Funding APR
−2.43%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$10.1KToobit$450.9KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.